PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Magnum Experiment 91
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Magnum Experiment 91

Last updated Apr 8, 2025

Asset Allocation

VOO 34.48%KO 7.91%BRK-B 6.45%COP 6.02%PG 5.87%GOOGL 5.84%RTX 4.1%MMC 3.69%LRCX 3.42%SPGI 3.42%TMUS 3.38%BSX 3.12%HD 2.83%MRK 2.69%TMO 2.62%WMT 2.34%DIS 2.32%LIN 2.3%MDT 2.27%TJX 2.22%BLK 2.21%ETN 2.17%ABT 2.13%CMCSA 1.93%MCD 1.89%LMT 1.87%SYK 1.84%JNJ 1.73%ACN 1.72%CB 1.65%COST 1.58%TXN 1.48%CVX 1.44%V 1.3%SCHW 1.27%PM 1.23%PEP 1.1%AAPL 1.07%PFE 1%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
1.07%
ABBV
AbbVie Inc.		Healthcare
-1.60%
ABT
Abbott Laboratories		Healthcare
2.13%
ACN
Accenture plc		Technology
1.72%
ADBE
Adobe Inc		Technology
0.11%
ADI
Analog Devices, Inc.		Technology
-1.46%
ADP
Automatic Data Processing, Inc.		Industrials
0.78%
AMAT
Applied Materials, Inc.		Technology
-5.06%
AMD
Advanced Micro Devices, Inc.		Technology
-0.37%
AMGN
Amgen Inc.		Healthcare
-0.21%
AMZN
Amazon.com, Inc.		Consumer Cyclical
-1.79%
ANET
Arista Networks, Inc.		Technology
-2.41%
AVGO
Broadcom Inc.		Technology
-0.04%
AXP
American Express Company		Financial Services
-0.58%
BA
The Boeing Company		Industrials
0.83%
BAC
Bank of America Corporation		Financial Services
0.66%
BKNG
Booking Holdings Inc.		Consumer Cyclical
0.26%
BLK
BlackRock, Inc.		Financial Services
2.21%
BMY
Bristol-Myers Squibb Company		Healthcare
-1.26%
BRK-B
6.45%
BSX
3.12%
BX
-1.77%
C
-1.49%
CAT
-1.11%
CB
1.65%
CMCSA
1.93%
COP
6.02%
COST
1.58%
CRM
-0.35%
CSCO
-1.43%
CVX
1.44%
DE
0.86%
DHR
0.52%
DIS
2.32%
ETN
2.17%
FI
-1.66%
GE
-0.19%
GILD
-0.06%
GOOG
-6.63%
GOOGL
5.84%
GS
-1.43%
HD
2.83%
HON
-0.40%
IBM
-1.40%
INTU
0.27%
ISRG
-1.48%
JNJ
1.73%
JPM
0.25%
KKR
-0.86%
KO
7.91%
LIN
2.30%
LLY
0.70%
LMT
1.87%
LOW
-1.65%
LRCX
3.42%
MA
-0.66%
MCD
1.89%
MDT
2.27%
META
0.19%
MMC
3.69%
MRK
2.69%
MS
0.63%
MSFT
-1.91%
MU
0.04%
NEE
-1.52%
NFLX
0.79%
NOW
0.93%
NVDA
-1.05%
ORCL
0.32%
PANW
-0.45%
PEP
1.10%
PFE
1%
PG
5.87%
PGR
-1.60%
PLD
-0.67%
PLTR
-0.76%
PM
1.23%
QCOM
0.29%
RTX
4.10%
SBUX
0.10%
SCHW
1.27%
SPGI
3.42%
SYK
1.84%
T
0.21%
TJX
2.22%
TMO
2.62%
TMUS
3.38%
TSLA
-1.54%
TXN
1.48%
UBER
0.58%
UNH
0.26%
UNP
-0.07%
V
1.30%
VOO
34.48%
VRTX
0.30%
VZ
0.52%
WFC
0.07%
WMT
2.34%
XOM
-1.43%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 91, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.

50.00%55.00%60.00%65.00%70.00%75.00%80.00%85.00%NovemberDecember2025FebruaryMarchApril
50.24%
50.53%
Magnum Experiment 91
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 6, 2014, corresponding to the inception date of ANET

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-13.93%-12.27%-11.13%-2.73%13.04%9.21%
Magnum Experiment 91-2.88%-8.39%-5.56%0.86%N/AN/A
Portfolio components:
AAPL
Apple Inc		-27.46%-24.10%-17.97%7.51%23.06%20.45%
ABBV
AbbVie Inc.		5.97%-12.95%-1.96%13.74%24.10%16.43%
ABT
Abbott Laboratories		10.97%-8.95%11.25%14.58%9.97%12.39%
ACN
Accenture plc		-18.72%-16.79%-19.54%-13.07%12.34%13.46%
ADBE
Adobe Inc		-23.38%-24.19%-30.08%-29.77%1.45%16.15%
ADI
Analog Devices, Inc.		-19.00%-24.14%-23.71%-10.54%13.15%12.65%
ADP
Automatic Data Processing, Inc.		-3.42%-7.74%0.73%17.32%17.74%15.05%
AMAT
Applied Materials, Inc.		-18.12%-14.66%-33.31%-35.55%22.10%21.00%
AMD
Advanced Micro Devices, Inc.		-30.76%-16.62%-51.08%-50.92%11.43%40.79%
AMGN
Amgen Inc.		12.04%-10.83%-7.27%10.58%9.08%9.01%
AMZN
Amazon.com, Inc.		-20.11%-12.04%-3.06%-5.30%11.45%24.87%
ANET
Arista Networks, Inc.		-38.32%-18.22%-30.53%-8.37%38.61%32.63%
AVGO
Broadcom Inc.		-33.31%-20.70%-11.46%16.49%46.54%31.82%
AXP
American Express Company		-20.61%-13.96%-13.94%6.50%22.22%13.08%
BA
The Boeing Company		-21.55%-9.94%-10.94%-24.18%-1.12%0.22%
BAC
Bank of America Corporation		-18.53%-14.06%-9.90%-1.75%11.48%10.87%
BKNG
Booking Holdings Inc.		-14.39%-9.17%2.17%18.83%25.73%13.73%
BLK
BlackRock, Inc.		-19.82%-13.67%-12.19%4.87%15.50%11.08%
BMY
Bristol-Myers Squibb Company		-0.28%-8.68%5.55%12.83%2.62%1.65%
BRK-B
8.18%-1.06%8.13%17.14%N/AN/A
BSX
2.49%-7.66%8.45%33.52%N/AN/A
BX
-27.09%-14.12%-15.23%0.30%N/AN/A
C
-15.82%-16.48%-4.50%-1.16%N/AN/A
CAT
-22.51%-20.05%-29.17%-25.05%N/AN/A
CB
-0.40%-3.98%-0.39%9.90%N/AN/A
CMCSA
-9.25%-10.15%-16.03%-15.42%N/AN/A
COP
-12.91%-5.47%-24.19%-34.21%N/AN/A
COST
-0.78%-5.83%4.21%27.94%N/AN/A
CRM
-26.96%-13.67%-14.08%-18.77%N/AN/A
CSCO
-6.85%-14.34%5.02%15.44%N/AN/A
CVX
-2.16%-10.36%-5.27%-9.52%N/AN/A
DE
0.27%-14.97%5.03%4.14%N/AN/A
DHR
-21.20%-14.70%-32.62%-25.71%N/AN/A
DIS
-25.19%-21.05%-9.44%-29.00%N/AN/A
ETN
-23.65%-11.09%-24.07%-22.63%N/AN/A
FI
-3.40%-8.99%7.28%26.09%N/AN/A
GE
0.73%-13.33%-9.50%8.20%N/AN/A
GILD
15.04%-9.50%26.91%57.35%N/AN/A
GOOG
-21.54%-14.99%-9.01%-2.59%N/AN/A
GOOGL
-22.39%-15.50%-9.75%-3.31%N/AN/A
GS
-18.30%-16.82%-4.95%16.59%N/AN/A
HD
-11.65%-8.79%-15.33%-2.20%N/AN/A
HON
-16.57%-12.61%-6.86%-2.90%N/AN/A
IBM
3.39%-13.67%0.86%23.39%N/AN/A
INTU
-11.35%-8.75%-7.36%-11.97%N/AN/A
ISRG
-11.18%-10.54%-1.61%19.37%N/AN/A
JNJ
4.98%-9.64%-4.07%2.01%N/AN/A
JPM
-9.53%-10.95%2.82%11.12%N/AN/A
KKR
-33.97%-15.38%-25.54%-2.80%N/AN/A
KO
10.62%-3.58%0.56%18.32%N/AN/A
LIN
2.06%-8.85%-7.48%-7.21%N/AN/A
LLY
-6.09%-16.77%-19.17%-7.11%N/AN/A
LMT
-10.69%-9.04%-27.88%-2.91%N/AN/A
LOW
-11.71%-10.60%-18.52%-7.69%N/AN/A
LRCX
-13.63%-21.28%-22.37%-35.07%N/AN/A
MA
-7.66%-11.20%-0.90%2.34%N/AN/A
MCD
4.05%-6.66%0.86%15.19%N/AN/A
MDT
4.92%-11.31%-2.88%1.66%N/AN/A
META
-11.75%-17.41%-11.57%-1.75%N/AN/A
MMC
6.08%-4.67%2.52%10.42%N/AN/A
MRK
-17.69%-13.49%-23.99%-34.69%N/AN/A
MS
-19.19%-15.40%-4.87%12.76%N/AN/A
MSFT
-14.93%-9.01%-12.27%-15.26%N/AN/A
MU
-18.66%-26.36%-33.39%-44.42%N/AN/A
NEE
-8.50%-10.67%-17.75%4.23%N/AN/A
NFLX
-2.64%-2.61%23.64%36.41%N/AN/A
NOW
-30.62%-13.53%-18.81%-6.13%N/AN/A
NVDA
-27.29%-13.35%-23.54%10.97%N/AN/A
ORCL
-23.49%-18.05%-24.82%2.92%N/AN/A
PANW
-16.22%-15.75%-9.78%13.33%N/AN/A
PEP
-5.00%-7.28%-12.87%-12.52%N/AN/A
PFE
-13.29%-15.34%-20.00%-9.80%N/AN/A
PG
-3.84%-8.93%-2.97%5.18%N/AN/A
PGR
8.70%-8.74%6.08%23.54%N/AN/A
PLD
-9.78%-20.47%-19.84%-21.64%N/AN/A
PLTR
2.92%-8.33%100.15%239.02%N/AN/A
PM
26.77%1.07%29.73%76.60%N/AN/A
QCOM
-15.10%-19.54%-21.47%-22.86%N/AN/A
RTX
1.90%-8.63%-5.20%17.90%N/AN/A
SBUX
-11.85%-24.87%-15.78%-5.54%N/AN/A
SCHW
-5.05%-6.15%9.68%-1.20%N/AN/A
SPGI
-11.83%-11.81%-13.14%2.32%N/AN/A
VOO
-13.67%-12.15%-10.59%-1.41%N/AN/A
SYK
-3.86%-8.74%0.52%-0.71%N/AN/A
T
19.36%-1.07%26.38%63.00%N/AN/A
TJX
-1.09%-0.12%6.89%24.71%N/AN/A
TMO
-15.76%-17.58%-26.77%-24.21%N/AN/A
TMUS
12.13%-7.00%19.23%55.27%N/AN/A
TSLA
-42.23%-11.19%-3.13%41.47%N/AN/A
TXN
-17.26%-19.17%-22.41%-5.49%N/AN/A
UBER
8.82%-13.94%-12.00%-14.93%N/AN/A
UNH
4.17%6.78%-9.36%16.97%N/AN/A
UNP
-7.42%-15.78%-10.35%-11.29%N/AN/A
V
-1.01%-9.56%14.48%13.54%N/AN/A
VRTX
17.84%-2.81%5.79%16.69%N/AN/A
VZ
8.42%-7.56%0.44%7.97%N/AN/A
WFC
-11.05%-12.50%9.93%10.94%N/AN/A
WMT
-6.96%-8.35%6.51%41.65%N/AN/A
XOM
-3.45%-5.58%-16.48%-12.32%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Magnum Experiment 91, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.39%4.35%-1.08%-9.00%-2.88%
20242.53%2.18%2.68%-2.62%2.42%0.26%2.13%4.99%-0.44%-2.04%4.19%-5.72%10.51%
20231.85%-5.95%1.50%4.36%-4.93%5.78%2.67%-1.34%-4.69%-0.56%6.16%2.45%6.55%
2022-1.53%-0.53%2.86%-3.40%0.50%-6.23%4.81%-1.66%-7.21%11.39%4.83%-1.49%0.92%
2021-5.07%3.89%5.04%4.07%1.63%0.53%2.99%1.38%-2.47%4.23%-3.90%7.27%20.50%
2020-3.69%9.95%2.03%8.04%

Expense Ratio

Magnum Experiment 91 has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Magnum Experiment 91 is 58, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Magnum Experiment 91 is 5858
Overall Rank
The Sharpe Ratio Rank of Magnum Experiment 91 is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of Magnum Experiment 91 is 5555
Sortino Ratio Rank
The Omega Ratio Rank of Magnum Experiment 91 is 5858
Omega Ratio Rank
The Calmar Ratio Rank of Magnum Experiment 91 is 6060
Calmar Ratio Rank
The Martin Ratio Rank of Magnum Experiment 91 is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.15, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.15
^GSPC: -0.10
The chart of Sortino ratio for Portfolio, currently valued at 0.25, compared to the broader market-6.00-4.00-2.000.002.00
Portfolio: 0.25
^GSPC: -0.03
The chart of Omega ratio for Portfolio, currently valued at 1.04, compared to the broader market0.400.600.801.001.201.40
Portfolio: 1.04
^GSPC: 1.00
The chart of Calmar ratio for Portfolio, currently valued at 0.16, compared to the broader market0.001.002.003.004.00
Portfolio: 0.16
^GSPC: -0.09
The chart of Martin ratio for Portfolio, currently valued at 0.66, compared to the broader market0.005.0010.0015.00
Portfolio: 0.66
^GSPC: -0.47
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.290.561.080.271.13
ABBV
AbbVie Inc.		0.590.901.140.802.10
ABT
Abbott Laboratories		0.771.221.150.623.24
ACN
Accenture plc		-0.49-0.530.93-0.42-1.40
ADBE
Adobe Inc		-0.84-1.030.84-0.60-1.77
ADI
Analog Devices, Inc.		-0.25-0.110.99-0.29-1.00
ADP
Automatic Data Processing, Inc.		1.081.471.211.685.98
AMAT
Applied Materials, Inc.		-0.77-0.920.88-0.68-1.34
AMD
Advanced Micro Devices, Inc.		-1.07-1.570.81-0.82-1.92
AMGN
Amgen Inc.		0.430.801.110.501.19
AMZN
Amazon.com, Inc.		-0.090.091.01-0.09-0.29
ANET
Arista Networks, Inc.		-0.110.201.03-0.11-0.37
AVGO
Broadcom Inc.		0.310.881.110.451.43
AXP
American Express Company		0.280.561.080.281.16
BA
The Boeing Company		-0.67-0.750.91-0.49-1.86
BAC
Bank of America Corporation		-0.040.131.02-0.05-0.17
BKNG
Booking Holdings Inc.		0.811.171.161.092.98
BLK
BlackRock, Inc.		0.240.461.070.240.98
BMY
Bristol-Myers Squibb Company		0.420.861.110.271.30
BRK-B
1.031.471.212.055.12
BSX
1.672.111.332.2611.91
BX
0.050.291.040.040.13
C
-0.000.211.03-0.00-0.01
CAT
-0.80-1.020.87-0.71-2.08
CB
0.490.791.110.711.81
CMCSA
-0.59-0.620.91-0.39-1.41
COP
-1.19-1.600.78-0.97-1.77
COST
1.431.891.251.715.62
CRM
-0.44-0.380.94-0.48-1.18
CSCO
0.801.181.170.693.77
CVX
-0.40-0.380.95-0.42-1.31
DE
0.210.501.060.260.77
DHR
-0.96-1.240.83-0.66-1.77
DIS
-1.10-1.410.80-0.48-1.86
ETN
-0.57-0.560.92-0.58-1.68
FI
1.211.651.241.705.83
GE
0.440.791.110.692.35
GILD
2.363.391.432.1612.80
GOOG
-0.040.141.02-0.05-0.12
GOOGL
-0.070.111.01-0.07-0.18
GS
0.550.941.130.562.57
HD
-0.100.021.00-0.11-0.30
HON
-0.11-0.011.00-0.12-0.37
IBM
0.911.411.211.433.79
INTU
-0.31-0.240.97-0.47-1.01
ISRG
0.751.231.170.863.51
JNJ
0.100.271.040.110.32
JPM
0.440.761.110.502.00
KKR
-0.000.281.04-0.00-0.01
KO
1.161.691.221.212.68
LIN
-0.35-0.350.95-0.38-0.90
LLY
-0.16-0.001.00-0.21-0.45
LMT
-0.12-0.011.00-0.09-0.18
LOW
-0.31-0.280.97-0.31-0.81
LRCX
-0.71-0.820.90-0.72-1.30
MA
0.210.391.060.250.88
MCD
0.701.081.140.802.54
MDT
0.120.291.040.060.43
META
0.040.281.040.040.16
MMC
0.851.161.161.233.43
MRK
-1.42-1.910.74-0.92-1.77
MS
0.410.751.110.441.82
MSFT
-0.62-0.710.91-0.60-1.41
MU
-0.75-0.910.89-0.77-1.44
NEE
0.180.421.050.170.47
NFLX
1.251.801.241.996.71
NOW
-0.080.161.02-0.08-0.25
NVDA
0.240.711.090.371.09
ORCL
0.090.411.060.100.35
PANW
0.450.821.100.522.01
PEP
-0.69-0.850.90-0.55-1.22
PFE
-0.42-0.460.95-0.17-0.89
PG
0.320.521.070.481.28
PGR
1.031.471.202.005.37
PLD
-0.77-0.930.88-0.54-1.87
PLTR
3.593.681.505.1818.99
PM
3.044.191.636.8721.45
QCOM
-0.55-0.550.93-0.51-0.95
RTX
0.951.371.201.535.02
SBUX
-0.150.061.01-0.16-0.68
SCHW
-0.020.181.03-0.01-0.04
SPGI
0.160.331.050.160.70
VOO
-0.020.071.01-0.02-0.10
SYK
0.020.161.020.020.07
T
2.753.431.503.0422.78
TJX
1.452.181.272.367.59
TMO
-1.01-1.420.84-0.68-2.18
TMUS
2.412.981.463.8012.09
TSLA
0.521.251.140.561.81
TXN
-0.19-0.040.99-0.20-0.62
UBER
-0.30-0.160.98-0.40-0.82
UNH
0.590.951.140.661.59
UNP
-0.49-0.570.93-0.58-1.75
V
0.761.061.161.073.81
VRTX
0.681.011.150.752.06
VZ
0.320.561.080.301.30
WFC
0.380.751.100.501.62
WMT
1.902.541.352.067.35
XOM
-0.51-0.550.93-0.67-1.46

The current Magnum Experiment 91 Sharpe ratio is 0.15. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from -0.16 to 0.36, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Magnum Experiment 91 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.15
-0.10
Magnum Experiment 91
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Magnum Experiment 91 provided a 1.91% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.91%1.78%1.89%1.82%1.45%1.75%1.76%2.02%1.86%2.14%2.15%1.78%
Portfolio components:
AAPL
Apple Inc		0.55%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
ABBV
AbbVie Inc.		3.37%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
ABT
Abbott Laboratories		1.79%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%
ACN
Accenture plc		1.95%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%
ADBE
Adobe Inc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADI
Analog Devices, Inc.		2.19%1.73%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%
ADP
Automatic Data Processing, Inc.		2.09%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%
AMAT
Applied Materials, Inc.		1.20%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%
AMD
Advanced Micro Devices, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMGN
Amgen Inc.		3.15%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ANET
Arista Networks, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.		1.45%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
AXP
American Express Company		1.25%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%
BA
The Boeing Company		0.00%0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%
BAC
Bank of America Corporation		2.87%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%
BKNG
Booking Holdings Inc.		0.84%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLK
BlackRock, Inc.		2.51%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%
BMY
Bristol-Myers Squibb Company		4.42%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%
BRK-B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BX
3.17%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.86%5.57%
C
3.76%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%
CAT
1.97%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%
CB
1.33%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%
CMCSA
3.76%3.25%2.60%3.03%1.95%1.72%1.40%2.70%1.18%1.96%1.73%1.16%
COP
3.17%2.54%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%
COST
0.51%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
CRM
0.49%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSCO
2.96%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%
CVX
4.71%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
DE
1.46%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%
DHR
0.63%0.47%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%
DIS
1.14%0.85%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%
ETN
1.53%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%
FI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.06%5.08%7.87%7.61%
GE
0.88%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%
GILD
2.94%3.33%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%
GOOG
0.54%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
0.55%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GS
2.52%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%
HD
2.65%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
HON
2.36%1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%
IBM
2.96%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
INTU
0.70%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
ISRG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
3.29%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
JPM
2.35%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
KKR
0.72%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%8.75%
KO
2.87%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
LIN
1.33%1.33%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%
LLY
0.75%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
LMT
2.99%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
LOW
2.10%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
LRCX
1.43%1.19%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%
MA
0.56%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
MCD
2.29%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%
MDT
3.37%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%
META
0.39%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MMC
1.46%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%
MRK
3.89%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
MS
3.59%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%
MSFT
0.88%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
MU
0.67%0.55%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEE
3.25%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
NFLX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
ORCL
1.26%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%
PANW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PEP
3.80%3.52%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%
PFE
7.47%6.33%5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%
PG
2.51%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
PGR
1.92%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%
PLD
4.12%3.63%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%
PLTR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PM
3.54%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
QCOM
2.62%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
RTX
2.15%2.14%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%
SBUX
2.95%2.54%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%
SCHW
1.46%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%
SPGI
0.84%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
VOO
1.50%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
SYK
0.95%0.90%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%
T
4.14%4.87%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%
TJX
1.26%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%
TMO
0.37%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%
TMUS
1.24%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TXN
3.45%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%
UBER
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
1.60%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
UNP
2.53%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%
V
0.71%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
VRTX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VZ
6.31%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
WFC
2.49%2.14%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%
WMT
1.02%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
XOM
3.77%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.98%
-17.61%
Magnum Experiment 91
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Magnum Experiment 91. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Magnum Experiment 91 was 14.94%, occurring on Sep 30, 2022. Recovery took 44 trading sessions.

The current Magnum Experiment 91 drawdown is 9.98%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.94%Apr 21, 2022113Sep 30, 202244Dec 2, 2022157
-9.98%Mar 3, 202526Apr 7, 2025———
-9.65%Jan 17, 202343Mar 17, 202384Jul 19, 2023127
-8.95%Jul 27, 202366Oct 27, 202332Dec 13, 202398
-7.26%Oct 13, 202014Oct 30, 20206Nov 9, 202020

Volatility

Volatility Chart

The current Magnum Experiment 91 volatility is 7.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
7.21%
9.24%
Magnum Experiment 91
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
MRKLMTVZBMYPFECOPLLYXOMABBVPGRTCVXUNHJNJVRTXGILDPGPMWMTNEEAMGNTSLAPEPPLTRTMUSUBERPANWCBKONFLXBAMCDDERTXMUAMDABTTMODHRIBMNVDAGEMETABSXSCHWANETBKNGMDTORCLNOWCOSTAMZNCMCSAWFCPLDCATCRMLOWSBUXTJXGOOGLUNPGOOGLRCXAVGOAAPLHDDISBACCADBEQCOMAMATMMCJPMMSFTSYKFIETNGSLINMSADPINTUSPGIISRGVBXADICSCOHONTXNAXPMAKKRBRK-BACNBLKVOO
MRK1.000.220.290.460.420.150.360.170.430.280.240.170.320.470.340.360.360.280.220.210.40-0.070.34-0.090.220.02-0.010.260.330.020.040.250.140.19-0.04-0.030.320.250.220.20-0.060.080.040.220.100.010.060.250.140.020.130.010.150.100.210.130.020.130.130.130.060.200.06-0.02-0.010.100.130.070.130.100.030.01-0.000.290.150.090.200.200.130.110.230.090.230.070.210.150.200.040.030.170.190.060.110.170.070.290.120.140.17
LMT0.221.000.260.280.190.330.140.330.260.340.270.330.310.310.160.260.320.300.210.280.260.040.38-0.020.210.030.060.360.40-0.010.210.310.320.550.00-0.000.200.120.110.28-0.030.210.020.220.210.050.110.260.150.000.18-0.000.230.230.200.270.060.170.170.220.050.300.050.050.050.110.200.180.220.200.080.040.050.330.260.050.220.240.200.200.280.200.340.060.200.130.260.120.080.260.400.130.250.240.100.400.170.230.23
VZ0.290.261.000.300.300.170.130.230.280.270.670.240.260.400.210.310.390.350.240.310.33-0.010.37-0.000.360.04-0.010.300.410.030.120.270.230.24-0.02-0.030.300.190.220.33-0.050.150.040.180.190.010.100.320.12-0.000.120.020.340.240.250.240.060.240.200.200.050.310.06-0.030.010.100.250.240.290.240.040.04-0.010.290.270.050.230.250.120.220.240.200.260.050.190.100.230.140.080.290.280.120.210.210.110.350.200.240.23
BMY0.460.280.301.000.440.190.270.210.490.210.300.230.330.480.280.440.320.340.220.260.420.020.32-0.020.230.070.040.250.350.040.100.250.200.240.030.010.340.260.250.26-0.030.120.060.260.180.050.110.350.130.050.120.040.260.230.250.210.080.180.190.170.110.280.100.040.060.120.190.180.230.210.080.080.080.300.220.100.250.240.140.190.270.220.310.080.210.160.240.140.130.290.290.160.200.210.120.310.220.230.24
PFE0.420.190.300.441.000.140.290.170.420.200.280.180.280.470.280.370.280.290.200.270.390.050.300.060.220.080.040.210.310.070.130.210.200.190.030.090.340.370.380.260.050.080.090.180.160.110.070.290.180.100.180.090.220.190.310.200.090.200.190.130.130.260.130.090.100.170.230.160.210.210.130.140.110.270.220.170.210.180.160.210.270.220.260.150.270.170.210.200.190.290.250.200.170.190.180.310.240.270.26
COP0.150.330.170.190.141.000.090.830.210.240.220.830.170.120.120.120.010.200.080.110.160.090.070.120.110.160.090.330.150.060.280.120.400.450.170.120.030.070.070.270.090.350.080.140.360.120.250.170.140.070.050.080.220.420.130.490.140.150.160.210.150.340.150.180.150.110.140.280.440.440.100.170.210.210.400.070.130.220.280.390.230.400.210.120.130.110.210.240.180.240.310.210.380.220.280.420.170.280.32
LLY0.360.140.130.270.290.091.000.100.360.230.120.100.280.330.330.240.280.210.250.220.330.090.250.110.250.130.200.210.240.200.090.190.110.170.130.170.300.220.230.210.210.190.250.300.110.260.130.220.310.210.290.220.150.110.290.150.220.220.200.220.220.150.210.190.240.250.240.140.100.120.230.170.210.320.150.290.300.240.280.170.260.130.290.260.300.320.230.180.180.240.210.200.180.220.210.250.240.200.35
XOM0.170.330.230.210.170.830.101.000.240.250.280.870.180.170.110.180.060.250.130.150.180.050.130.090.130.140.060.350.200.040.270.170.440.430.160.090.070.070.080.320.050.340.060.160.350.110.260.220.130.050.080.050.240.390.140.520.130.200.170.220.110.330.120.160.120.120.170.290.440.430.070.180.190.240.410.030.160.250.270.390.260.410.230.110.130.110.240.230.190.270.330.210.380.250.250.430.180.280.31
ABBV0.430.260.280.490.420.210.360.241.000.280.280.230.330.480.340.420.380.350.240.230.470.020.38-0.010.240.090.070.330.400.050.120.280.220.270.060.010.370.270.290.280.030.160.080.310.190.090.120.370.140.100.180.060.270.240.280.240.140.220.210.220.120.280.120.090.120.130.240.150.230.230.150.110.130.340.260.130.340.270.190.210.290.190.320.160.200.240.270.170.160.260.270.170.210.250.150.360.220.230.28
PGR0.280.340.270.210.200.240.230.250.281.000.270.240.320.320.220.270.360.270.290.270.270.030.340.020.310.070.110.490.380.110.130.310.250.340.110.060.270.170.170.280.060.260.120.270.270.150.140.270.210.110.270.090.220.310.260.270.110.220.210.260.120.320.120.100.120.160.260.180.290.240.150.100.120.470.360.150.270.310.270.240.340.250.340.160.260.190.310.190.130.300.330.160.310.300.210.470.260.280.30
T0.240.270.670.300.280.220.120.280.280.271.000.280.210.340.160.320.320.390.240.280.310.080.310.110.310.110.070.360.400.090.220.300.300.350.060.020.270.180.200.40-0.010.280.090.250.270.050.180.350.180.050.130.080.410.310.270.300.120.230.240.220.120.320.120.050.030.150.240.340.390.360.080.100.070.320.370.060.270.290.190.330.260.320.270.090.220.160.290.230.140.310.350.160.310.300.200.420.240.300.29
CVX0.170.330.240.230.180.830.100.870.230.240.281.000.220.190.130.180.080.250.130.160.200.070.130.100.140.150.070.360.210.050.280.180.450.450.170.120.090.110.110.330.090.340.080.170.370.140.270.230.150.050.100.070.250.410.160.540.120.210.180.250.160.370.170.180.150.140.190.300.460.440.110.200.220.240.430.080.180.260.280.410.290.430.250.130.160.140.250.260.220.290.360.240.400.250.270.450.220.310.34
UNH0.320.310.260.330.280.170.280.180.330.320.210.221.000.390.290.270.370.270.260.270.310.080.38-0.000.270.080.120.320.370.100.130.320.250.260.090.090.300.280.280.250.080.130.090.310.210.140.140.290.210.130.250.100.250.220.290.180.130.260.230.270.200.310.200.110.140.220.280.190.240.200.180.150.130.400.260.210.280.270.220.210.340.210.380.230.320.240.300.220.190.300.320.220.250.290.200.370.290.290.33
JNJ0.470.310.400.480.470.120.330.170.480.320.340.190.391.000.310.450.490.400.300.350.51-0.010.49-0.050.290.030.000.330.490.030.100.350.210.230.010.010.490.310.300.32-0.050.090.040.310.130.030.050.450.160.020.230.040.320.200.370.180.060.260.270.220.120.360.120.040.030.180.270.170.220.180.120.080.060.410.240.130.350.260.140.210.350.190.380.140.290.230.290.150.150.330.350.180.190.260.110.420.280.260.27
VRTX0.340.160.210.280.280.120.330.110.340.220.160.130.290.311.000.380.290.200.210.250.430.170.310.170.290.180.250.230.250.220.140.270.160.210.210.180.320.310.290.200.180.190.270.290.160.220.220.270.220.260.240.240.260.150.260.170.250.220.220.220.250.190.250.200.250.260.210.170.130.150.280.240.210.290.170.300.290.290.190.150.280.150.290.290.290.340.310.220.250.270.290.280.220.280.230.230.270.240.37
GILD0.360.260.310.440.370.120.240.180.420.270.320.180.270.450.381.000.380.320.270.250.510.100.420.060.320.060.080.300.380.140.130.330.200.210.100.080.390.290.280.310.030.140.150.250.190.090.170.330.170.120.220.140.340.220.290.210.160.270.270.260.160.240.160.090.140.210.270.200.220.200.200.160.100.340.240.180.270.250.170.210.300.200.340.190.260.220.270.220.210.340.320.240.230.230.200.310.270.290.30
PG0.360.320.390.320.280.010.280.060.380.360.320.080.370.490.290.381.000.440.440.450.360.030.67-0.060.33-0.000.100.350.630.130.080.440.160.240.030.020.460.310.290.310.020.120.120.320.160.090.140.380.230.080.370.120.270.150.380.130.120.290.300.270.150.340.150.090.100.230.340.180.170.130.190.110.090.450.200.250.370.290.210.150.410.150.400.180.350.290.340.160.170.340.350.200.170.320.130.370.320.270.32
PM0.280.300.350.340.290.200.210.250.350.270.390.250.270.400.200.320.441.000.280.300.350.050.440.040.260.070.060.330.510.090.220.360.250.290.110.050.360.230.260.340.030.220.140.310.280.060.220.410.210.090.220.080.330.320.310.260.130.270.300.310.140.330.140.110.110.190.260.300.330.320.160.150.130.350.320.140.350.330.210.300.320.320.320.170.240.230.300.230.190.320.350.230.280.300.220.400.290.310.33
WMT0.220.210.240.220.200.080.250.130.240.290.240.130.260.300.210.270.440.281.000.280.240.180.430.180.280.120.220.260.380.230.180.340.220.250.150.140.300.260.240.280.160.230.250.270.190.210.170.290.270.180.590.270.250.180.330.190.210.350.300.340.240.270.250.180.210.280.400.240.230.190.230.170.190.360.250.290.330.310.270.230.320.200.320.260.340.310.290.210.200.340.320.220.230.290.230.360.300.320.40
NEE0.210.280.310.260.270.110.220.150.230.270.280.160.270.350.250.250.450.300.281.000.280.180.430.150.320.160.170.280.430.180.180.340.250.260.110.150.390.350.340.220.130.160.180.280.210.170.180.370.160.190.310.220.280.150.470.190.200.360.310.230.230.360.240.130.160.300.350.250.200.190.240.190.140.360.200.270.340.310.240.220.350.220.370.270.380.300.270.320.220.310.360.270.210.290.260.330.320.350.39
AMGN0.400.260.330.420.390.160.330.180.470.270.310.200.310.510.430.510.360.350.240.281.000.100.430.070.290.090.090.270.380.160.130.340.220.250.150.120.360.290.300.350.090.190.190.300.210.130.180.340.230.140.270.160.380.220.340.260.150.280.260.250.190.310.190.180.160.250.300.200.230.250.190.210.200.310.250.220.310.280.210.240.310.230.340.230.270.280.270.240.250.360.350.280.240.240.230.350.290.320.37
TSLA-0.070.04-0.010.020.050.090.090.050.020.030.080.070.08-0.010.170.100.030.050.180.180.101.000.080.500.150.350.430.090.070.450.350.150.230.180.370.460.140.280.270.170.460.260.390.200.270.400.350.190.290.440.370.470.260.270.250.240.430.260.300.290.430.180.430.440.470.490.260.370.270.300.440.450.450.180.270.440.250.310.280.310.230.310.260.460.330.390.290.420.460.270.240.440.350.320.410.220.310.390.55
PEP0.340.380.370.320.300.070.250.130.380.340.310.130.380.490.310.420.670.440.430.430.430.081.00-0.010.400.040.120.370.710.130.110.490.190.290.060.050.440.300.300.270.040.110.140.290.180.100.150.400.230.130.380.150.370.140.400.140.180.320.370.280.190.320.190.110.140.280.340.200.160.130.240.150.110.470.170.270.350.340.180.150.390.160.450.260.380.290.340.210.210.370.380.240.180.330.160.380.310.300.35
PLTR-0.09-0.02-0.00-0.020.060.120.110.09-0.010.020.110.10-0.00-0.050.170.06-0.060.040.180.150.070.50-0.011.000.160.470.480.03-0.010.450.350.110.190.170.380.470.200.240.260.210.500.310.440.190.290.460.360.170.340.530.310.500.230.280.240.250.500.290.270.270.400.170.400.430.450.400.290.370.290.330.460.410.430.190.280.440.280.310.340.360.210.360.240.480.330.420.290.450.420.310.220.380.340.300.440.190.350.390.53
TMUS0.220.210.360.230.220.110.250.130.240.310.310.140.270.290.290.320.330.260.280.320.290.150.400.161.000.180.220.300.370.250.200.320.220.260.170.220.330.250.220.240.220.190.240.320.270.260.250.290.260.290.340.290.360.220.290.190.280.290.380.350.270.260.270.200.230.310.300.300.250.220.310.260.230.370.240.310.340.390.240.250.360.220.390.320.350.320.370.290.260.360.340.310.280.380.290.340.300.330.41
UBER0.020.030.040.070.080.160.130.140.090.070.110.150.080.030.180.06-0.000.070.120.160.090.350.040.470.181.000.380.120.080.400.370.150.250.230.380.430.230.260.270.200.450.340.430.270.310.400.480.270.290.440.250.470.290.310.240.300.440.320.350.360.400.260.400.420.390.350.300.440.330.370.410.400.430.240.330.380.340.350.350.390.310.370.250.420.300.440.350.400.410.270.300.370.390.390.430.280.330.380.52
PANW-0.010.06-0.010.040.040.090.200.060.070.110.070.070.120.000.250.080.100.060.220.170.090.430.120.480.220.381.000.090.130.430.250.180.190.190.380.420.220.300.320.180.500.250.410.290.240.540.360.180.410.620.390.500.230.210.270.220.540.280.290.280.450.220.440.430.470.430.280.350.200.240.530.410.430.290.210.520.320.320.340.280.280.270.340.560.390.470.350.430.410.370.250.390.330.350.440.220.410.360.55
CB0.260.360.300.250.210.330.210.350.330.490.360.360.320.330.230.300.350.330.260.280.270.090.370.030.300.120.091.000.430.080.280.380.390.460.150.080.270.170.170.350.070.380.120.330.390.110.290.350.240.080.220.090.330.460.290.390.120.280.300.400.150.420.160.170.130.210.290.330.470.410.150.170.180.520.510.160.330.370.370.410.430.410.440.160.320.200.400.280.200.340.480.200.420.380.310.610.320.370.39
KO0.330.400.410.350.310.150.240.200.400.380.400.210.370.490.250.380.630.510.380.430.380.070.71-0.010.370.080.130.431.000.080.170.500.270.350.070.030.420.290.260.360.030.220.120.350.250.110.230.440.230.110.350.130.370.250.370.250.170.290.370.330.200.430.200.090.120.270.310.250.260.250.190.120.110.460.290.240.400.370.250.240.450.250.460.210.370.290.410.230.200.410.440.220.280.410.180.480.330.340.38
NFLX0.02-0.010.030.040.070.060.200.040.050.110.090.050.100.030.220.140.130.090.230.180.160.450.130.450.250.400.430.080.081.000.270.160.160.130.390.470.250.300.310.160.520.240.570.300.240.430.340.220.390.590.410.570.320.180.260.190.530.290.340.300.480.180.480.420.480.490.300.420.210.240.550.460.430.260.230.530.330.360.300.270.290.270.280.540.380.510.380.430.420.320.230.410.310.390.460.220.420.390.56
BA0.040.210.120.100.130.280.090.270.120.130.220.280.130.100.140.130.080.220.180.180.130.350.110.350.200.370.250.280.170.271.000.250.390.470.350.320.180.180.200.300.300.470.340.280.420.280.390.270.260.280.240.320.310.440.260.400.310.280.340.380.300.310.300.360.340.330.260.420.430.470.260.350.370.280.450.270.290.330.370.460.320.440.310.290.270.310.320.400.370.300.450.370.480.360.400.400.320.430.49
MCD0.250.310.270.250.210.120.190.170.280.310.300.180.320.350.270.330.440.360.340.340.340.150.490.110.320.150.180.380.500.160.251.000.260.310.160.180.370.300.290.340.170.240.250.310.260.180.260.380.300.190.360.240.360.260.380.260.240.360.480.400.250.380.250.170.230.320.370.280.280.260.280.220.180.460.330.290.400.350.280.280.380.290.420.270.390.310.400.280.260.410.430.290.300.400.250.410.370.370.43
DE0.140.320.230.200.200.400.110.440.220.250.300.450.250.210.160.200.160.250.220.250.220.230.190.190.220.250.190.390.270.160.390.261.000.460.260.240.210.240.260.350.220.420.170.280.450.210.320.320.260.200.200.190.330.440.310.690.200.390.310.360.190.480.200.300.270.260.380.390.480.470.200.310.310.310.480.190.300.370.470.490.390.490.350.240.300.260.350.380.370.370.510.380.450.350.360.490.340.470.47
RTX0.190.550.240.240.190.450.170.430.270.340.350.450.260.230.210.210.240.290.250.260.250.180.290.170.260.230.190.460.350.130.470.310.461.000.200.150.220.190.190.380.150.480.140.350.450.230.300.330.270.170.240.160.320.450.260.480.200.270.290.370.210.400.220.240.220.220.280.360.450.460.200.230.260.400.490.180.350.400.420.430.380.460.440.230.310.280.370.340.280.370.530.300.500.380.350.540.330.420.45
MU-0.040.00-0.020.030.030.170.130.160.060.110.060.170.090.010.210.100.030.110.150.110.150.370.060.380.170.380.380.150.070.390.350.160.260.201.000.590.200.280.270.290.620.370.480.250.330.530.400.200.370.420.340.460.280.340.240.360.400.320.310.320.460.240.450.740.660.420.310.360.350.390.450.660.720.220.330.470.320.320.470.400.330.400.260.470.290.430.340.430.620.380.330.620.410.350.460.270.380.440.61
AMD-0.03-0.00-0.030.010.090.120.170.090.010.060.020.120.090.010.180.080.020.050.140.150.120.460.050.470.220.430.420.080.030.470.320.180.240.150.591.000.210.320.320.270.730.300.530.270.280.550.380.190.400.540.380.550.290.240.290.290.510.310.330.280.540.220.530.680.630.500.330.340.260.310.570.660.680.250.260.580.330.310.400.340.340.350.280.550.410.480.360.440.640.380.290.610.340.370.460.240.420.430.63
ABT0.320.200.300.340.340.030.300.070.370.270.270.090.300.490.320.390.460.360.300.390.360.140.440.200.330.230.220.270.420.250.180.370.210.220.200.211.000.570.530.280.230.180.280.450.200.240.180.550.290.320.370.260.320.200.480.170.330.370.370.290.270.370.270.230.250.310.370.280.250.220.360.290.250.500.270.340.530.380.300.250.410.270.450.360.450.490.420.330.340.400.380.340.280.400.320.370.430.390.46
TMO0.250.120.190.260.370.070.220.070.270.170.180.110.280.310.310.290.310.230.260.350.290.280.300.240.250.260.300.170.290.300.180.300.240.190.280.320.571.000.800.220.330.190.310.310.230.350.210.390.320.430.380.340.270.220.470.240.380.370.360.240.350.360.350.350.350.380.390.300.250.260.430.380.360.410.260.420.430.370.350.290.410.300.420.460.490.480.370.380.430.390.340.440.320.380.390.330.460.440.52
DHR0.220.110.220.250.380.070.230.080.290.170.200.110.280.300.290.280.290.260.240.340.300.270.300.260.220.270.320.170.260.310.200.290.260.190.270.320.530.801.000.220.320.200.320.320.260.320.210.400.310.420.370.330.290.250.470.260.370.410.350.270.350.370.340.340.340.390.430.320.270.280.410.370.350.400.260.420.430.350.360.330.400.330.420.450.510.480.340.410.430.380.340.430.300.360.420.340.460.460.52
IBM0.200.280.330.260.260.270.210.320.280.280.400.330.250.320.200.310.310.340.280.220.350.170.270.210.240.200.180.350.360.160.300.340.350.380.290.270.280.220.221.000.200.420.230.360.380.300.320.350.420.210.300.210.360.380.300.450.230.320.310.360.260.410.270.330.330.290.330.330.440.420.280.320.340.370.460.270.370.370.460.430.400.440.420.270.350.290.400.320.360.490.460.370.450.380.320.470.500.410.50
NVDA-0.06-0.03-0.05-0.030.050.090.210.050.030.06-0.010.090.08-0.050.180.030.020.030.160.130.090.460.040.500.220.450.500.070.030.520.300.170.220.150.620.730.230.330.320.201.000.330.570.280.270.610.420.180.450.600.420.590.260.240.260.290.560.310.320.290.550.210.550.680.690.520.330.350.250.310.590.650.680.230.290.640.340.310.450.360.320.360.270.580.420.520.340.470.610.380.260.580.370.360.530.240.450.450.68
GE0.080.210.150.120.080.350.190.340.160.260.280.340.130.090.190.140.120.220.230.160.190.260.110.310.190.340.250.380.220.240.470.240.420.480.370.300.180.190.200.420.331.000.320.350.470.340.480.300.370.260.260.290.300.480.240.540.300.350.310.420.290.370.290.400.370.280.320.450.500.530.260.340.410.340.540.270.380.390.550.540.390.510.360.310.340.350.360.440.400.370.490.380.540.380.490.460.370.480.54
META0.040.020.040.060.090.080.250.060.080.120.090.080.090.040.270.150.120.140.250.180.190.390.140.440.240.430.410.120.120.570.340.250.170.140.480.530.280.310.320.230.570.321.000.330.260.480.400.250.410.540.430.630.340.240.280.230.540.330.360.340.640.200.640.520.550.520.340.410.270.300.580.520.500.290.280.620.380.370.390.320.340.310.300.540.430.510.410.450.480.360.300.470.370.420.500.270.450.450.65
BSX0.220.220.180.260.180.140.300.160.310.270.250.170.310.310.290.250.320.310.270.280.300.200.290.190.320.270.290.330.350.300.280.310.280.350.250.270.450.310.320.360.280.350.331.000.310.320.400.570.370.340.340.290.330.310.350.300.350.270.360.370.340.340.340.280.300.310.280.370.320.320.330.290.300.460.370.360.680.460.400.360.420.360.410.370.420.570.450.340.320.380.370.320.430.460.390.410.420.380.51
SCHW0.100.210.190.180.160.360.110.350.190.270.270.370.210.130.160.190.160.280.190.210.210.270.180.290.270.310.240.390.250.240.420.260.450.450.330.280.200.230.260.380.270.470.260.311.000.300.380.280.310.280.240.260.330.640.290.490.290.340.290.410.270.440.280.350.310.250.350.420.680.590.260.340.370.320.620.270.320.420.480.610.390.640.370.340.310.310.380.470.370.370.450.400.570.400.500.540.370.560.52
ANET0.010.050.010.050.110.120.260.110.090.150.050.140.140.030.220.090.090.060.210.170.130.400.100.460.260.400.540.110.110.430.280.180.210.230.530.550.240.350.320.300.610.340.480.320.301.000.400.210.480.600.430.550.240.260.280.310.540.340.320.330.500.260.500.600.670.490.360.340.260.290.540.570.590.290.300.610.360.350.520.350.390.350.350.540.420.510.390.470.560.530.330.530.400.400.540.270.470.450.65
BKNG0.060.110.100.110.070.250.130.260.120.140.180.270.140.050.220.170.140.220.170.180.180.350.150.360.250.480.360.290.230.340.390.260.320.300.400.380.180.210.210.320.420.480.400.400.380.401.000.310.370.380.280.430.370.410.240.440.430.290.440.440.430.340.430.430.430.370.290.530.420.430.370.410.450.320.450.400.410.430.460.470.410.470.350.450.350.430.460.460.460.370.390.420.520.500.480.400.410.470.59
MDT0.250.260.320.350.290.170.220.220.370.270.350.230.290.450.270.330.380.410.290.370.340.190.400.170.290.270.180.350.440.220.270.380.320.330.200.190.550.390.400.350.180.300.250.570.280.210.311.000.300.250.310.250.450.340.400.330.300.310.430.330.290.420.290.190.220.300.320.400.390.350.310.260.230.470.380.290.640.450.340.370.440.390.450.310.430.480.420.340.340.420.460.340.400.450.330.480.410.410.49
ORCL0.140.150.120.130.180.140.310.130.140.210.180.150.210.160.220.170.230.210.270.160.230.290.230.340.260.290.410.240.230.390.260.300.260.270.370.400.290.320.310.420.450.370.410.370.310.480.370.301.000.470.390.440.300.290.340.330.440.340.360.370.430.310.440.410.460.430.370.360.300.320.500.410.400.390.350.530.420.370.480.400.390.380.400.480.460.470.410.430.400.470.380.390.410.430.460.390.500.430.61
NOW0.020.00-0.000.050.100.070.210.050.100.110.050.050.130.020.260.120.080.090.180.190.140.440.130.530.290.440.620.080.110.590.280.190.200.170.420.540.320.430.420.210.600.260.540.340.280.600.380.250.471.000.430.640.310.200.340.230.720.370.360.330.530.240.530.510.570.520.380.390.200.250.700.540.520.310.210.660.400.380.400.290.370.310.370.680.510.570.410.530.510.410.270.490.350.440.550.210.550.460.65
COST0.130.180.120.120.180.050.290.080.180.270.130.100.250.230.240.220.370.220.590.310.270.370.380.310.340.250.390.220.350.410.240.360.200.240.340.380.370.380.370.300.420.260.430.340.240.430.280.310.390.431.000.470.290.200.420.240.400.430.400.410.430.320.430.420.460.480.500.280.230.220.480.420.420.440.250.510.410.360.370.280.390.270.460.490.500.510.410.400.420.420.380.450.320.410.410.340.460.440.60
AMZN0.01-0.000.020.040.090.080.220.050.060.090.080.070.100.040.240.140.120.080.270.220.160.470.150.500.290.470.500.090.130.570.320.240.190.160.460.550.260.340.330.210.590.290.630.290.260.550.430.250.440.640.471.000.330.250.320.240.600.350.390.350.670.230.670.510.550.590.390.420.260.290.620.530.510.260.280.700.380.340.390.330.320.330.310.610.420.530.400.500.490.400.300.470.380.420.500.270.480.460.69
CMCSA0.150.230.340.260.220.220.150.240.270.220.410.250.250.320.260.340.270.330.250.280.380.260.370.230.360.290.230.330.370.320.310.360.330.320.280.290.320.270.290.360.260.300.340.330.330.240.370.450.300.310.290.331.000.350.350.360.350.380.450.340.360.390.370.320.320.350.390.480.390.400.370.350.330.350.400.330.380.450.320.390.380.390.420.370.370.380.410.410.410.470.460.420.420.430.390.470.430.440.52
WFC0.100.230.240.230.190.420.110.390.240.310.310.410.220.200.150.220.150.320.180.150.220.270.140.280.220.310.210.460.250.180.440.260.440.450.340.240.200.220.250.380.240.480.240.310.640.260.410.340.290.200.200.250.351.000.270.510.260.360.320.400.280.440.280.310.280.250.340.420.820.760.200.330.340.330.790.240.310.430.460.710.360.700.350.300.310.250.380.460.350.370.470.360.660.390.490.610.350.530.53
PLD0.210.200.250.250.310.130.290.140.280.260.270.160.290.370.260.290.380.310.330.470.340.250.400.240.290.240.270.290.370.260.260.380.310.260.240.290.480.470.470.300.260.240.280.350.290.280.240.400.340.340.420.320.350.271.000.310.340.480.410.350.320.480.320.300.320.390.520.320.320.300.370.330.300.470.320.380.430.430.370.370.400.350.450.420.520.410.410.450.380.400.400.410.350.400.420.410.450.470.54
CAT0.130.270.240.210.200.490.150.520.240.270.300.540.180.180.170.210.130.260.190.190.260.240.140.250.190.300.220.390.250.190.400.260.690.480.360.290.170.240.260.450.290.540.230.300.490.310.440.330.330.230.240.240.360.510.311.000.260.390.290.380.260.520.270.390.360.250.380.430.570.580.240.400.420.310.580.230.320.390.620.580.440.570.360.290.320.290.370.450.440.410.540.440.570.400.480.540.380.520.55
CRM0.020.060.060.080.090.140.220.130.140.110.120.120.130.060.250.160.120.130.210.200.150.430.180.500.280.440.540.120.170.530.310.240.200.200.400.510.330.380.370.230.560.300.540.350.290.540.430.300.440.720.400.600.350.260.340.261.000.340.370.340.530.280.530.490.530.500.340.410.270.300.670.520.500.340.280.600.400.420.380.350.350.350.370.660.470.530.430.500.510.430.300.470.400.460.510.280.530.480.65
LOW0.130.170.240.180.200.150.220.200.220.220.230.210.260.260.220.270.290.270.350.360.280.260.320.290.290.320.280.280.290.290.280.360.390.270.320.310.370.370.410.320.310.350.330.270.340.340.290.310.340.370.430.350.380.360.480.390.341.000.400.490.300.440.310.370.370.380.850.370.380.380.380.380.390.370.360.380.390.380.440.430.440.400.420.420.480.370.380.470.420.420.450.440.400.390.460.420.450.530.57
SBUX0.130.170.200.190.190.160.200.170.210.210.240.180.230.270.220.270.300.300.300.310.260.300.370.270.380.350.290.300.370.340.340.480.310.290.310.330.370.360.350.310.320.310.360.360.290.320.440.430.360.360.400.390.450.320.410.290.370.401.000.460.370.390.370.350.350.420.430.470.350.330.400.390.360.440.390.390.450.470.380.390.430.390.450.440.410.460.470.420.430.460.430.430.400.490.410.430.440.460.56
TJX0.130.220.200.170.130.210.220.220.220.260.220.250.270.220.220.260.270.310.340.230.250.290.280.270.350.360.280.400.330.300.380.400.360.370.320.280.290.240.270.360.290.420.340.370.410.330.440.330.370.330.410.350.340.400.350.380.340.490.461.000.340.400.350.330.360.360.500.460.420.380.340.350.360.430.450.360.430.430.450.450.450.450.450.400.410.410.470.420.370.430.490.370.460.490.430.450.450.470.57
GOOGL0.060.050.050.110.130.150.220.110.120.120.120.160.200.120.250.160.150.140.240.230.190.430.190.400.270.400.450.150.200.480.300.250.190.210.460.540.270.350.350.260.550.290.640.340.270.500.430.290.430.530.430.670.360.280.320.260.530.300.370.341.000.280.990.520.520.600.320.420.300.330.600.520.520.330.310.720.390.370.380.350.380.350.380.590.440.510.450.470.510.450.360.510.410.460.480.350.510.490.71
UNP0.200.300.310.280.260.340.150.330.280.320.320.370.310.360.190.240.340.330.270.360.310.180.320.170.260.260.220.420.430.180.310.380.480.400.240.220.370.360.370.410.210.370.200.340.440.260.340.420.310.240.320.230.390.440.480.520.280.440.390.400.281.000.280.290.290.310.470.390.490.470.290.300.310.460.510.310.410.410.460.480.470.490.460.320.450.340.430.440.360.450.550.400.470.460.400.570.470.560.54
GOOG0.060.050.060.100.130.150.210.120.120.120.120.170.200.120.250.160.150.140.250.240.190.430.190.400.270.400.440.160.200.480.300.250.200.220.450.530.270.350.340.270.550.290.640.340.280.500.430.290.440.530.430.670.370.280.320.270.530.310.370.350.990.281.000.510.520.600.330.430.310.330.600.520.520.330.310.710.390.380.390.350.380.360.380.590.450.520.450.470.510.460.360.500.410.460.490.350.510.490.71
LRCX-0.020.05-0.030.040.090.180.190.160.090.100.050.180.110.040.200.090.090.110.180.130.180.440.110.430.200.420.430.170.090.420.360.170.300.240.740.680.230.350.340.330.680.400.520.280.350.600.430.190.410.510.420.510.320.310.300.390.490.370.350.330.520.290.511.000.730.510.380.370.330.390.540.730.920.270.350.570.360.360.520.410.390.420.340.570.410.510.380.470.760.440.360.740.420.410.520.300.470.500.69
AVGO-0.010.050.010.060.100.150.240.120.120.120.030.150.140.030.250.140.100.110.210.160.160.470.140.450.230.390.470.130.120.480.340.230.270.220.660.630.250.350.340.330.690.370.550.300.310.670.430.220.460.570.460.550.320.280.320.360.530.370.350.360.520.290.520.731.000.530.380.340.280.330.580.700.730.290.330.610.370.350.520.380.380.400.370.570.430.520.380.480.690.470.350.670.400.410.540.270.500.490.71
AAPL0.100.110.100.120.170.110.250.120.130.160.150.140.220.180.260.210.230.190.280.300.250.490.280.400.310.350.430.210.270.490.330.320.260.220.420.500.310.380.390.290.520.280.520.310.250.490.370.300.430.520.480.590.350.250.390.250.500.380.420.360.600.310.600.510.531.000.400.380.260.280.570.570.500.370.290.670.390.350.370.330.390.330.410.560.460.520.440.440.540.460.350.540.360.450.430.370.480.480.72
HD0.130.200.250.190.230.140.240.170.240.260.240.190.280.270.210.270.340.260.400.350.300.260.340.290.300.300.280.290.310.300.260.370.380.280.310.330.370.390.430.330.330.320.340.280.350.360.290.320.370.380.500.390.390.340.520.380.340.850.430.500.320.470.330.380.380.401.000.390.370.360.400.390.390.410.370.410.410.400.450.420.440.400.480.450.510.400.420.490.420.450.460.460.390.420.470.430.470.540.59
DIS0.070.180.240.180.160.280.140.290.150.180.340.300.190.170.170.200.180.300.240.250.200.370.200.370.300.440.350.330.250.420.420.280.390.360.360.340.280.300.320.330.350.450.410.370.420.340.530.400.360.390.280.420.480.420.320.430.410.370.470.460.420.390.430.370.340.380.391.000.500.510.380.410.390.360.470.390.420.450.410.520.390.510.390.440.370.410.470.500.420.440.440.410.550.500.500.460.460.510.61
BAC0.130.220.290.230.210.440.100.440.230.290.390.460.240.220.130.220.170.330.230.200.230.270.160.290.250.330.200.470.260.210.430.280.480.450.350.260.250.250.270.440.250.500.270.320.680.260.420.390.300.200.230.260.390.820.320.570.270.380.350.420.300.490.310.330.280.260.370.501.000.810.210.350.340.370.830.240.340.450.490.750.380.760.380.320.340.280.400.480.380.410.500.380.680.400.510.650.370.600.56
C0.100.200.240.210.210.440.120.430.230.240.360.440.200.180.150.200.130.320.190.190.250.300.130.330.220.370.240.410.250.240.470.260.470.460.390.310.220.260.280.420.310.530.300.320.590.290.430.350.320.250.220.290.400.760.300.580.300.380.330.380.330.470.330.390.330.280.360.510.811.000.250.400.400.330.780.270.340.460.490.760.400.750.350.340.350.300.400.490.430.400.490.410.650.400.510.600.370.580.58
ADBE0.030.080.040.080.130.100.230.070.150.150.080.110.180.120.280.200.190.160.230.240.190.440.240.460.310.410.530.150.190.550.260.280.200.200.450.570.360.430.410.280.590.260.580.330.260.540.370.310.500.700.480.620.370.200.370.240.670.380.400.340.600.290.600.540.580.570.400.380.210.251.000.550.540.390.240.690.430.420.380.300.410.300.420.700.540.560.490.480.540.470.340.530.350.490.470.300.590.490.69
QCOM0.010.040.040.080.140.170.170.180.110.100.100.200.150.080.240.160.110.150.170.190.210.450.150.410.260.400.410.170.120.460.350.220.310.230.660.660.290.380.370.320.650.340.520.290.340.570.410.260.410.540.420.530.350.330.330.400.520.380.390.350.520.300.520.730.700.570.390.410.350.400.551.000.740.280.350.590.380.370.470.410.390.420.360.560.420.500.410.490.750.440.380.740.430.430.530.310.460.520.71
AMAT-0.000.05-0.010.080.110.210.210.190.130.120.070.220.130.060.210.100.090.130.190.140.200.450.110.430.230.430.430.180.110.430.370.180.310.260.720.680.250.360.350.340.680.410.500.300.370.590.450.230.400.520.420.510.330.340.300.420.500.390.360.360.520.310.520.920.730.500.390.390.340.400.540.741.000.280.360.580.390.370.530.420.420.440.350.570.420.520.390.490.770.440.370.750.440.430.530.320.490.520.70
MMC0.290.330.290.300.270.210.320.240.340.470.320.240.400.410.290.340.450.350.360.360.310.180.470.190.370.240.290.520.460.260.280.460.310.400.220.250.500.410.400.370.230.340.290.460.320.290.320.470.390.310.440.260.350.330.470.310.340.370.440.430.330.460.330.270.290.370.410.360.370.330.390.280.281.000.430.380.490.470.420.390.540.380.590.420.540.430.520.370.350.480.510.360.430.510.390.580.510.480.55
JPM0.150.260.270.220.220.400.150.410.260.360.370.430.260.240.170.240.200.320.250.200.250.270.170.280.240.330.210.510.290.230.450.330.480.490.330.260.270.260.260.460.290.540.280.370.620.300.450.380.350.210.250.280.400.790.320.580.280.360.390.450.310.510.310.350.330.290.370.470.830.780.240.350.360.431.000.270.380.460.520.750.450.720.400.310.360.320.450.470.390.440.540.400.690.460.510.680.380.600.58
MSFT0.090.050.050.100.170.070.290.030.130.150.060.080.210.130.300.180.250.140.290.270.220.440.270.440.310.380.520.160.240.530.270.290.190.180.470.580.340.420.420.270.640.270.620.360.270.610.400.290.530.660.510.700.330.240.380.230.600.380.390.360.720.310.710.570.610.670.410.390.240.270.690.590.580.380.271.000.430.380.440.320.420.330.430.660.530.610.460.510.550.480.350.560.370.480.520.320.570.500.76
SYK0.200.220.230.250.210.130.300.160.340.270.270.180.280.350.290.270.370.350.330.340.310.250.350.280.340.340.320.330.400.330.290.400.300.350.320.330.530.430.430.370.340.380.380.680.320.360.410.640.420.400.410.380.380.310.430.320.400.390.450.430.390.410.390.360.370.390.410.420.340.340.430.380.390.490.380.431.000.490.440.400.490.390.460.480.510.650.500.420.430.440.460.440.450.520.430.460.510.460.61
FI0.200.240.250.240.180.220.240.250.270.310.290.260.270.260.290.250.290.330.310.310.280.310.340.310.390.350.320.370.370.360.330.350.370.400.320.310.380.370.350.370.310.390.370.460.420.350.430.450.370.380.360.340.450.430.430.390.420.380.470.430.370.410.380.360.350.350.400.450.450.460.420.370.370.470.460.380.491.000.470.470.460.480.490.480.480.450.610.450.430.420.470.420.530.640.470.530.500.520.61
ETN0.130.200.120.140.160.280.280.270.190.270.190.280.220.140.190.170.210.210.270.240.210.280.180.340.240.350.340.370.250.300.370.280.470.420.470.400.300.350.360.460.450.550.390.400.480.520.460.340.480.400.370.390.320.460.370.620.380.440.380.450.380.460.390.520.520.370.450.410.490.490.380.470.530.420.520.440.440.471.000.560.530.540.450.430.460.470.430.520.510.470.560.500.550.460.570.490.500.550.68
GS0.110.200.220.190.210.390.170.390.210.240.330.410.210.210.150.210.150.300.230.220.240.310.150.360.250.390.280.410.240.270.460.280.490.430.400.340.250.290.330.430.360.540.320.360.610.350.470.370.400.290.280.330.390.710.370.580.350.430.390.450.350.480.350.410.380.330.420.520.750.760.300.410.420.390.750.320.400.470.561.000.440.840.390.380.410.370.420.560.440.430.510.440.660.450.600.600.430.630.63
LIN0.230.280.240.270.270.230.260.260.290.340.260.290.340.350.280.300.410.320.320.350.310.230.390.210.360.310.280.430.450.290.320.380.390.380.330.340.410.410.400.400.320.390.340.420.390.390.410.440.390.370.390.320.380.360.400.440.350.440.430.450.380.470.380.390.380.390.440.390.380.400.410.390.420.540.450.420.490.460.530.441.000.440.520.440.480.460.490.430.460.490.550.450.450.500.450.520.550.520.61
MS0.090.200.200.220.220.400.130.410.190.250.320.430.210.190.150.200.150.320.200.220.230.310.160.360.220.370.270.410.250.270.440.290.490.460.400.350.270.300.330.440.360.510.310.360.640.350.470.390.380.310.270.330.390.700.350.570.350.400.390.450.350.490.360.420.400.330.400.510.760.750.300.420.440.380.720.330.390.480.540.840.441.000.400.410.400.380.440.580.460.420.500.460.660.450.600.580.450.650.62
ADP0.230.340.260.310.260.210.290.230.320.340.270.250.380.380.290.340.400.320.320.370.340.260.450.240.390.250.340.440.460.280.310.420.350.440.260.280.450.420.420.420.270.360.300.410.370.350.350.450.400.370.460.310.420.350.450.360.370.420.450.450.380.460.380.340.370.410.480.390.380.350.420.360.350.590.400.430.460.490.450.390.520.401.000.500.530.440.520.440.440.550.570.460.440.530.420.520.570.500.61
INTU0.070.060.050.080.150.120.260.110.160.160.090.130.230.140.290.190.180.170.260.270.230.460.260.480.320.420.560.160.210.540.290.270.240.230.470.550.360.460.450.270.580.310.540.370.340.540.450.310.480.680.490.610.370.300.420.290.660.420.440.400.590.320.590.570.570.560.450.440.320.340.700.560.570.420.310.660.480.480.430.380.440.410.501.000.580.610.490.550.600.470.370.560.440.530.550.350.610.550.72
SPGI0.210.200.190.210.270.130.300.130.200.260.220.160.320.290.290.260.350.240.340.380.270.330.380.330.350.300.390.320.370.380.270.390.300.310.290.410.450.490.510.350.420.340.430.420.310.420.350.430.460.510.500.420.370.310.520.320.470.480.410.410.440.450.450.410.430.460.510.370.340.350.540.420.420.540.360.530.510.480.460.410.480.400.530.581.000.560.520.520.480.440.460.480.440.520.510.460.580.580.65
ISRG0.150.130.100.160.170.110.320.110.240.190.160.140.240.230.340.220.290.230.310.300.280.390.290.420.320.440.470.200.290.510.310.310.260.280.430.480.490.480.480.290.520.350.510.570.310.510.430.480.470.570.510.530.380.250.410.290.530.370.460.410.510.340.520.510.520.520.400.410.280.300.560.500.520.430.320.610.650.450.470.370.460.380.440.610.561.000.480.500.540.470.420.520.400.510.550.370.550.510.70
V0.200.260.230.240.210.210.230.240.270.310.290.250.300.290.310.270.340.300.290.270.270.290.340.290.370.350.350.400.410.380.320.400.350.370.340.360.420.370.340.400.340.360.410.450.380.390.460.420.410.410.410.400.410.380.410.370.430.380.470.470.450.430.450.380.380.440.420.470.400.400.490.410.390.520.450.460.500.610.430.420.490.440.520.490.520.481.000.450.440.460.450.440.550.860.450.520.530.510.63
BX0.040.120.140.140.200.240.180.230.170.190.230.260.220.150.220.220.160.230.210.320.240.420.210.450.290.400.430.280.230.430.400.280.380.340.430.440.330.380.410.320.470.440.450.340.470.470.460.340.430.530.400.500.410.460.450.450.500.470.420.420.470.440.470.470.480.440.490.500.480.490.480.490.490.370.470.510.420.450.520.560.430.580.440.550.520.500.451.000.510.450.450.510.560.460.760.440.520.640.68
ADI0.030.080.080.130.190.180.180.190.160.130.140.220.190.150.250.210.170.190.200.220.250.460.210.420.260.410.410.200.200.420.370.260.370.280.620.640.340.430.430.360.610.400.480.320.370.560.460.340.400.510.420.490.410.350.380.440.510.420.430.370.510.360.510.760.690.540.420.420.380.430.540.750.770.350.390.550.430.430.510.440.460.460.440.600.480.540.440.511.000.510.440.870.460.470.530.380.540.560.72
CSCO0.170.260.290.290.290.240.240.270.260.300.310.290.300.330.270.340.340.320.340.310.360.270.370.310.360.270.370.340.410.320.300.410.370.370.380.380.400.390.380.490.380.370.360.380.370.530.370.420.470.410.420.400.470.370.400.410.430.420.460.430.450.450.460.440.470.460.450.440.410.400.470.440.440.480.440.480.440.420.470.430.490.420.550.470.440.470.460.450.511.000.510.510.440.460.460.490.570.510.66
HON0.190.400.280.290.250.310.210.330.270.330.350.360.320.350.290.320.350.350.320.360.350.240.380.220.340.300.250.480.440.230.450.430.510.530.330.290.380.340.340.460.260.490.300.370.450.330.390.460.380.270.380.300.460.470.400.540.300.450.430.490.360.550.360.360.350.350.460.440.500.490.340.380.370.510.540.350.460.470.560.510.550.500.570.370.460.420.450.450.440.511.000.460.530.470.460.580.510.550.61
TXN0.060.130.120.160.200.210.200.210.170.160.160.240.220.180.280.240.200.230.220.270.280.440.240.380.310.370.390.200.220.410.370.290.380.300.620.610.340.440.430.370.580.380.470.320.400.530.420.340.390.490.450.470.420.360.410.440.470.440.430.370.510.400.500.740.670.540.460.410.380.410.530.740.750.360.400.560.440.420.500.440.450.460.460.560.480.520.440.510.870.510.461.000.450.460.520.390.530.560.72
AXP0.110.250.210.200.170.380.180.380.210.310.310.400.250.190.220.230.170.280.230.210.240.350.180.340.280.390.330.420.280.310.480.300.450.500.410.340.280.320.300.450.370.540.370.430.570.400.520.400.410.350.320.380.420.660.350.570.400.400.400.460.410.470.410.420.400.360.390.550.680.650.350.430.440.430.690.370.450.530.550.660.450.660.440.440.440.400.550.560.460.440.530.451.000.570.590.630.470.600.66
MA0.170.240.210.210.190.220.220.250.250.300.300.250.290.260.280.230.320.300.290.290.240.320.330.300.380.390.350.380.410.390.360.400.350.380.350.370.400.380.360.380.360.380.420.460.400.400.500.450.430.440.410.420.430.390.400.400.460.390.490.490.460.460.460.410.410.450.420.500.400.400.490.430.430.510.460.480.520.640.460.450.500.450.530.530.520.510.860.460.470.460.470.460.571.000.490.540.550.540.65
KKR0.070.100.110.120.180.280.210.250.150.210.200.270.200.110.230.200.130.220.230.260.230.410.160.440.290.430.440.310.180.460.400.250.360.350.460.460.320.390.420.320.530.490.500.390.500.540.480.330.460.550.410.500.390.490.420.480.510.460.410.430.480.400.490.520.540.430.470.500.510.510.470.530.530.390.510.520.430.470.570.600.450.600.420.550.510.550.450.760.530.460.460.520.590.491.000.470.510.620.71
BRK-B0.290.400.350.310.310.420.250.430.360.470.420.450.370.420.230.310.370.400.360.330.350.220.380.190.340.280.220.610.480.220.400.410.490.540.270.240.370.330.340.470.240.460.270.410.540.270.400.480.390.210.340.270.470.610.410.540.280.420.430.450.350.570.350.300.270.370.430.460.650.600.300.310.320.580.680.320.460.530.490.600.520.580.520.350.460.370.520.440.380.490.580.390.630.540.471.000.480.590.61
ACN0.120.170.200.220.240.170.240.180.220.260.240.220.290.280.270.270.320.290.300.320.290.310.310.350.300.330.410.320.330.420.320.370.340.330.380.420.430.460.460.500.450.370.450.420.370.470.410.410.500.550.460.480.430.350.450.380.530.450.440.450.510.470.510.470.500.480.470.460.370.370.590.460.490.510.380.570.510.500.500.430.550.450.570.610.580.550.530.520.540.570.510.530.470.550.510.481.000.570.70
BLK0.140.230.240.230.270.280.200.280.230.280.300.310.290.260.240.290.270.310.320.350.320.390.300.390.330.380.360.370.340.390.430.370.470.420.440.430.390.440.460.410.450.480.450.380.560.450.470.410.430.460.440.460.440.530.470.520.480.530.460.470.490.560.490.500.490.480.540.510.600.580.490.520.520.480.600.500.460.520.550.630.520.650.500.550.580.510.510.640.560.510.550.560.600.540.620.590.571.000.73
VOO0.170.230.230.240.260.320.350.310.280.300.290.340.330.270.370.300.320.330.400.390.370.550.350.530.410.520.550.390.380.560.490.430.470.450.610.630.460.520.520.500.680.540.650.510.520.650.590.490.610.650.600.690.520.530.540.550.650.570.560.570.710.540.710.690.710.720.590.610.560.580.690.710.700.550.580.760.610.610.680.630.610.620.610.720.650.700.630.680.720.660.610.720.660.650.710.610.700.731.00
The correlation results are calculated based on daily price changes starting from Oct 1, 2020
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Risk Analysis
DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility
Optimization
Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization
Factor Model
AlphaBeta
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
ETF ScreenerFund ScreenerStock Screener
Community
Discussions

Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

AlphaBeta

Lazy PortfoliosUser Portfolios

ETF ScreenerFund ScreenerStock Screener

Discussions
Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Privacy PolicyTerms of ServiceAboutAffiliate Program

Copyright © 2025 PortfoliosLab